Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises?
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- Roman Kraeussl, "undated". "Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises?," Working Papers 0314, University of Crete, Department of Economics.
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- Kocsis, Zalán & Mosolygó, Zsuzsa, 2006.
"A devizakötvény-felárak és a hitelminősítések összefüggése - keresztmetszeti elemzés. A cross-section analysis
[The relationship of international bond spreads and sovereign credit ratings]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 769-798.
- Saurav Roychoudhury & Robert A. Lawson, 2010. "Economic freedom and sovereign credit ratings and default risk," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 2(2), pages 149-162, June.
More about this item
KeywordsSovereign Risk; Credit Ratings; Financial Contagion;
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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